max min optimization using inbuilt MATLAB function fminimax
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Ritaj Chandra Dey on 28 Mar 2019
How to use fminimax in the max-min optimization? I am confused with the outside negative sign that has to be incorporated in min-max formulation such that max-min optimization problem can be solved using "fminimax". How to include the outside negative sign in my code? The inside negative sign can be taken care of by making the cost function negative. But what about the outside negative sign, how to include that in the code?
Edited: Catalytic on 28 Mar 2019
The outside negative sign only matters if you care about calculating the optimal fval
[x,fval] = fminimax(------)
and not just the optimal x.
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